1Ackert and Hunt. "A Sequential Test Methodology for Detecting Futures Markets Disruptions with Applications to Futures Margin Management. " Review of Futures Markets.1990. 9(2). pp. 318-341. 被引量：1
2Brennan M J. "A Theory of Price Limits in Futures Markets. " Journal of Financial Economics 16, 1986. pp. 213-233. 被引量：1
3Cotter, J and Mckillop, D G. "The Distributional Characteristics of a Selection of Contracts Traded on the London International Financial Futures Exchange. " Journal of Business Finance and Accounting(forthcoming), 2000. 被引量：1
4Duffle, D. Futures Markets. Prentice-Hall, New York,1989. 被引量：1
5Figlewski S. "Margins and Market Integrity: Margin setting for stock Index Futures and Optins. " The Journal Futures Markets, 1984. 被引量：1
6Fish, Raymond P H; Goldberg, Lawrence G. ; Gosnell, Thomas F and Sinha, Sujata. " Margin Requirements in Futures Markets: The Relationship to Price Volatility. " Journal of Futures Markets 10, 1990,pp. 541-554. 被引量：1
7Jansen D. and De Vries, C. "On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective. " The Review of Economics and Statistics 73, 1991, pp. 18-24. 被引量：1
8Hill B M. "A Simple General Approach to Inference about the Tail of a Distribution. " Annals of Statistics 3. 1975. pp. 1163- 1174. 被引量：1
9Hall J A ; Brorsen B W and Irwin S H. "The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normal Hypothesis." ,lournal of Financial and Quantitative Analysis 24,1989, pp. 105 - 116. 被引量：1
10Huisman, R ; Koedijk, K G. and Pownall, R A J. "VaRX: Fat tails in Financial Risk Management. " Journal of Risk,1998, 1(1), pp. 47-61. 被引量：1
